MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 04:11 PM IST
| MRF 28NOV2024 128000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 36.30
Theta: -60.58
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 21 Nov | 123509.90 | 239.8 | 49.80 | 21.68 | 191 | 28 | 258 | |||
| 20 Nov | 122950.60 | 190 | 0.00 | 19.60 | 264 | -22 | 231 | |||
| 19 Nov | 122950.60 | 190 | 59.00 | 19.60 | 264 | -21 | 231 | |||
| 18 Nov | 120861.10 | 131 | -94.10 | 21.77 | 168 | 59 | 252 | |||
| 14 Nov | 120551.75 | 225.1 | -49.20 | 21.47 | 259 | 70 | 192 | |||
| 13 Nov | 120483.70 | 274.3 | -32.50 | 21.51 | 170 | -28 | 125 | |||
| 12 Nov | 120924.15 | 306.8 | -353.20 | 20.75 | 119 | 13 | 154 | |||
| 11 Nov | 123045.60 | 660 | 335.00 | 21.19 | 553 | -6 | 141 | |||
| 8 Nov | 119354.30 | 325 | -675.00 | 22.63 | 169 | 68 | 146 | |||
| 7 Nov | 121025.95 | 1000 | -37.25 | 26.60 | 2 | 0 | 78 | |||
| 6 Nov | 121613.55 | 1037.25 | -93.75 | 25.41 | 31 | 3 | 75 | |||
| 5 Nov | 119530.15 | 1131 | -4169.65 | 30.09 | 134 | 71 | 72 | |||
| 4 Nov | 120876.75 | 5300.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 123330.30 | 5300.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 122524.45 | 5300.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 121989.35 | 5300.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 122507.85 | 5300.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 123090.95 | 5300.65 | 0.00 | - | 0 | 1 | 1 | |||
| 25 Oct | 122751.80 | 5300.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 124131.20 | 5300.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 125493.95 | 5300.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 5300.65 | 0.00 | - | 0 | 0 | 1 | |||
| 21 Oct | 128242.95 | 5300.65 | -6872.50 | - | 1 | 0 | 0 | |||
| 18 Oct | 129444.65 | 12173.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 130493.80 | 12173.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 132214.45 | 12173.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 132583.30 | 12173.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 132140.20 | 12173.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 133408.75 | 12173.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 136104.34 | 12173.15 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 128000 expiring on 28NOV2024
Delta for 128000 CE is 0.13
Historical price for 128000 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 239.8, which was 49.80 higher than the previous day. The implied volatity was 21.68, the open interest changed by 28 which increased total open position to 258
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 190, which was 0.00 lower than the previous day. The implied volatity was 19.60, the open interest changed by -22 which decreased total open position to 231
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 190, which was 59.00 higher than the previous day. The implied volatity was 19.60, the open interest changed by -21 which decreased total open position to 231
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 131, which was -94.10 lower than the previous day. The implied volatity was 21.77, the open interest changed by 59 which increased total open position to 252
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 225.1, which was -49.20 lower than the previous day. The implied volatity was 21.47, the open interest changed by 70 which increased total open position to 192
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 274.3, which was -32.50 lower than the previous day. The implied volatity was 21.51, the open interest changed by -28 which decreased total open position to 125
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 306.8, which was -353.20 lower than the previous day. The implied volatity was 20.75, the open interest changed by 13 which increased total open position to 154
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 660, which was 335.00 higher than the previous day. The implied volatity was 21.19, the open interest changed by -6 which decreased total open position to 141
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 325, which was -675.00 lower than the previous day. The implied volatity was 22.63, the open interest changed by 68 which increased total open position to 146
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 1000, which was -37.25 lower than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 78
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 1037.25, which was -93.75 lower than the previous day. The implied volatity was 25.41, the open interest changed by 3 which increased total open position to 75
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 1131, which was -4169.65 lower than the previous day. The implied volatity was 30.09, the open interest changed by 71 which increased total open position to 72
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 5300.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 5300.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 5300.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MRF was trading at 121989.35. The strike last trading price was 5300.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MRF was trading at 122507.85. The strike last trading price was 5300.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MRF was trading at 123090.95. The strike last trading price was 5300.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MRF was trading at 122751.80. The strike last trading price was 5300.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MRF was trading at 124131.20. The strike last trading price was 5300.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MRF was trading at 125493.95. The strike last trading price was 5300.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct MRF was trading at 126407.25. The strike last trading price was 5300.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct MRF was trading at 128242.95. The strike last trading price was 5300.65, which was -6872.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct MRF was trading at 129444.65. The strike last trading price was 12173.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct MRF was trading at 130493.80. The strike last trading price was 12173.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct MRF was trading at 132214.45. The strike last trading price was 12173.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct MRF was trading at 132583.30. The strike last trading price was 12173.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct MRF was trading at 132140.20. The strike last trading price was 12173.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct MRF was trading at 133408.75. The strike last trading price was 12173.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct MRF was trading at 136104.34. The strike last trading price was 12173.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 128000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 4852.75 | 0.00 | 0.00 | 0 | -1 | 0 |
| 20 Nov | 122950.60 | 4852.75 | 0.00 | - | 2 | -1 | 30 |
| 19 Nov | 122950.60 | 4852.75 | -2111.60 | - | 2 | 0 | 30 |
| 18 Nov | 120861.10 | 6964.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 120551.75 | 6964.35 | -3095.70 | 15.83 | 3 | 0 | 30 |
| 13 Nov | 120483.70 | 10060.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 120924.15 | 10060.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 123045.60 | 10060.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 119354.30 | 10060.05 | 2160.05 | 42.69 | 3 | 0 | 29 |
| 7 Nov | 121025.95 | 7900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 121613.55 | 7900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 119530.15 | 7900 | 0.00 | 0.00 | 0 | 18 | 0 |
| 4 Nov | 120876.75 | 7900 | 1258.45 | 34.11 | 20 | 19 | 30 |
| 1 Nov | 123330.30 | 6641.55 | 0.00 | 0.00 | 0 | 5 | 0 |
| 31 Oct | 122524.45 | 6641.55 | -160.60 | - | 5 | 1 | 7 |
| 30 Oct | 121989.35 | 6802.15 | -647.85 | - | 4 | 2 | 4 |
| 29 Oct | 122507.85 | 7450 | 4000.25 | - | 2 | 0 | 0 |
| 28 Oct | 123090.95 | 3449.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 3449.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 124131.20 | 3449.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 3449.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 126407.25 | 3449.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 128242.95 | 3449.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 129444.65 | 3449.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 130493.80 | 3449.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 132214.45 | 3449.75 | 3449.75 | - | 0 | 0 | 0 |
| 9 Oct | 132583.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 132140.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 133408.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 136104.34 | 0 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 128000 expiring on 28NOV2024
Delta for 128000 PE is 0.00
Historical price for 128000 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 4852.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 4852.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 30
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 4852.75, which was -2111.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 6964.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 6964.35, which was -3095.70 lower than the previous day. The implied volatity was 15.83, the open interest changed by 0 which decreased total open position to 30
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 10060.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 10060.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 10060.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 10060.05, which was 2160.05 higher than the previous day. The implied volatity was 42.69, the open interest changed by 0 which decreased total open position to 29
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 7900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 7900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 7900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 7900, which was 1258.45 higher than the previous day. The implied volatity was 34.11, the open interest changed by 19 which increased total open position to 30
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 6641.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 6641.55, which was -160.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MRF was trading at 121989.35. The strike last trading price was 6802.15, which was -647.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MRF was trading at 122507.85. The strike last trading price was 7450, which was 4000.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MRF was trading at 123090.95. The strike last trading price was 3449.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MRF was trading at 122751.80. The strike last trading price was 3449.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MRF was trading at 124131.20. The strike last trading price was 3449.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MRF was trading at 125493.95. The strike last trading price was 3449.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct MRF was trading at 126407.25. The strike last trading price was 3449.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct MRF was trading at 128242.95. The strike last trading price was 3449.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct MRF was trading at 129444.65. The strike last trading price was 3449.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct MRF was trading at 130493.80. The strike last trading price was 3449.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct MRF was trading at 132214.45. The strike last trading price was 3449.75, which was 3449.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct MRF was trading at 132583.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct MRF was trading at 132140.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct MRF was trading at 133408.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct MRF was trading at 136104.34. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
